+128.9%
SU vs S
+41.6%
+87.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | -7.9% | -2.7% | -5.1% | -7.8% |
| 3M | +7.5% | -6.9% | +14.4% | +7.6% |
| 6M | +7.2% | +38.1% | -30.8% | +6.3% |
| YTD | +60.9% | +48.0% | +12.9% | +59.3% |
| 1Y | +63.6% | +34.5% | +29.2% | +62.5% |
| 3Y | +128.9% | +38.3% | +90.6% | +144.5% |
| All | +128.9% | +41.6% | +87.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling